+249.6%
OKLO vs WY
-24.8%
+274.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.3% | -9.5% | -9.2% |
| 7D | -12.2% | -4.2% | -8.1% | -11.5% |
| 30D | -19.7% | -10.1% | -9.7% | -18.1% |
| 3M | -37.4% | -8.5% | -28.9% | -36.5% |
| 6M | -42.3% | -3.3% | -38.9% | -42.0% |
| YTD | -49.5% | -4.4% | -45.1% | -49.2% |
| 1Y | -54.7% | -11.5% | -43.2% | -53.4% |
| 3Y | +249.6% | -24.3% | +273.9% | +269.4% |
| All | +249.6% | -24.8% | +274.4% | +269.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling